WorldViz comes with a number of animated avatar files such as vcc_male.cfg. However, after checking through a dozen of 3D software including 3ds Stduio Max, Blender, MileShape, Paser, Life Form etc, none of them allows import of cfg files.

Is CAL3D only supported by the WorldViz internally and users are not allowed to create own avatars?

Or, do we need to combine cfg and its associated files to a single file?

Also, I do not find any software that can be used to export animated characters in cfg and associated files.

As far as I know there are Cal3D exporters available for Max, Maya, Blender, and Milkshape 3D. You can create avatars and animations in one of those modeling programs and, after export to Cal3D, load them in Vizard.
You won't be able to take those Cal3D files and load them back into your modeling program. You need the original files that were created in that software itself. So, the Vizard avatars, in their Cal3D format, cannot be loaded into a modeling program and altered. The associated Max files are not provided.
Our Complete Character set does however come with the associated Max files and those can be used to change appearance or add animations.

The VCC avatars that ship with Vizard are not editable due to terms set by the company that provided them. However, it is certainly possible to create your own avatars.

We sell a set of avatars called "Vizard Complete Characters," which the included characters are examples of. The package contains both the exported versions of the models and all their source files in 3ds max format. The uncollapsed PSDs for the textures are included as well.

CFG files are actually plain text files that gather up the names and locations of all the various parts of the avatars: CSF (skeleton), CAF (animations), CMF (meshes), CRF (materials). They can be opened in any plain text editor, such as notepad. I am not aware of any plugins that allow cal3d files to be imported into modeling programs such as 3ds max.

While the tutorial uses an avatar skinned with the physique modifier, the skin modifier works equally well. Also, be aware that not all features of skin/physique are currently supported by the cal3d format.

THe reason for us recommending 3D Studio Max (or alternatively Maya) is simply that those are the most common software packages in the market for 3D modeling for real time use.

they are for example used by many movie companies for animating characters for famous movies and computer games.

next to those software tools being commonly used, the other reason why we recommend them is because we use them ourselves and can give good support if there are problems. there simply is a well-established workflow, which we support.

as far as other tools go, we don't know very much about them, and we do NOT have experience with an established workflow out of those other tools.

if you want to experiment with any of the other tools, feel free to do so, but please keep in mind that we are NOT expert with those tools and we will NOT debug problems that happen when using those tools.
If you use those tools, you are on your own for such experiments.

That said, I have seen a discussion on this forum some time back with someone using "blender" for animation and export into Vizard. If might be worth for you to research for this discussion thread. I think it was still with Vizard 2.5.